Finance

OKUR Move Probability $2.31 -0.06 (-2.7%)

Real historical back-data analysis: evaluates rolling trading-day windows to determine the probability of a stock touching or closing at your target move.

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Touch Probability (First Passage)
60.6%
Stock touched +5.0% ($2.42) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
29.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.05x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±16.7%
$1.92 — $2.69

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-09-23 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-48.1% to -41.2%: 11 occurrences (2.2%) -44.7% -41.2% to -34.3%: 20 occurrences (3.9%) -34.3% to -27.4%: 17 occurrences (3.3%) -27.4% to -20.5%: 31 occurrences (6.1%) -24.0% -20.5% to -13.6%: 69 occurrences (13.6%) -13.6% to -6.7%: 93 occurrences (18.3%) -6.7% to +0.2%: 78 occurrences (15.4%) -3.2% +0.2% to +7.1%: 62 occurrences (12.2%) +7.1% to +14.0%: 41 occurrences (8.1%) +14.0% to +21.0%: 31 occurrences (6.1%) 17.5% +21.0% to +27.9%: 19 occurrences (3.7%) +27.9% to +34.8%: 16 occurrences (3.1%) +34.8% to +41.7%: 5 occurrences (1.0%) 38.2% +41.7% to +48.6%: 8 occurrences (1.6%) +48.6% to +55.5%: 5 occurrences (1.0%) +55.5% to +62.4%: 2 occurrences (0.4%) 59.0%
Historical returns Target move zone (+5.0%+) Target threshold bin

Probability Breakdown: Empirical vs. Theoretical Models

Comparing actual market back-data against Black-Scholes and Fat-Tail adjustments.

Model / Methodology Touch Probability Expiration Close Probability What It Tells You
Empirical Back-Data (Actual History) 60.6% 29.5% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 35.5% Adjusts normal bell curve for real-world skewness (-0.13) and kurtosis (2.81).
Standard Normal (Black-Scholes / GBM) 77.0% 38.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 65.5% 32.7% Filters for historical windows that started with volatility similar to current 20-day HV (342 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 70.8%
  • Recent 20-Day HV: 70.5%
  • Parkinson Intraday Volatility: 51.9%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -5.8%
  • Top 10% Move (90th percentile): +22.8%
  • Bottom 10% Move (10th percentile): -26.1%
  • Max Historical Gain (14d): +62.4%
  • Max Historical Loss (14d): -48.1%